Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/faf0e219-3359-4778-b1db-c15e18558f40/
WDC
Western Digital CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 67%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 14.76
V
Value Analysis
Cheapness relative to fundamentals
2.0%ile
P/E
29.7×
P/S
16.3×
P/B
19.9×
E/P
0.0337
FCF Yield
0.019
EBITDA/EV
0.028
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
97.00000000
/100
VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.670
ROA
0.431
Net Margin
0.551
Op Margin
0.422
GPA
0.356
D/E
0.55
Current
1.49
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.091
Earn Growth
2.931
Stability
1.033
lower=better
Accruals
0.213
lower=better
5yr Consist
No
ROE of 67% is exceptional. Accruals ratio of 0.213 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
203.1%
12M Return
825.0%
12-1 Mom
767.4%
Risk-Adj
14.76
Vol 252d
52.0%
Vol 60d
126.2%
↑ Expanding
Max DD 12M
-14.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 767% is very strong — a clear uptrend. Risk-adjusted momentum of 14.76 is excellent — strong returns relative to volatility. Near-term vol (126%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
8.8%
Sector Quality %ile
82.8%
P/E z-score
-0.12
P/B z-score
0.05
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (87th) and momentum (99th) but expensive (2th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (99th) but high volatility (52%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (67%) but high accruals (0.213) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (87th) but expensive (2th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
17.4% avg (7 factors)
Quality
B
74.6% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
D
30.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.480 | —0 | — | |
| Value %ile | 0.020 | —1 | — | |
| Quality %ile | 0.870 | —1 | — | |
| Momentum %ile | 0.990 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.520 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.66
Earnings Yield (E/P)
0.0337
Price / Sales
16.34
Price / Book
19.88
Price / Cash Flow
58.55
FCF Yield
1.9%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.0613
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
67.0%
Return on Assets
43.1%
Net Margin
55.1%
Operating Margin
42.2%
Gross Profit / Assets
Novy-Marx GPA
35.6%
Debt / Equity
0.55
Current Ratio
1.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.213
MomentumPrice trend strength over different horizons
6M Return
203.1%
12M Return
825.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
767.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
14.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.1%
Earnings Growth (YoY)
293.1%
Earnings Stability (CV)
Lower = more stable
1.033
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.1%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity